+77.3%
O vs IR
+342.0%
-264.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | -0.3% |
| 7D | +3.3% | +5.0% | -1.7% | +2.1% |
| 30D | +10.3% | +10.3% | 0.0% | +7.5% |
| 3M | -3.5% | -0.1% | -3.4% | -3.7% |
| 6M | -1.3% | +14.8% | -16.0% | -5.2% |
| YTD | +10.3% | +9.7% | +0.6% | +6.4% |
| 1Y | +10.4% | +12.2% | -1.8% | +5.7% |
| 3Y | +40.0% | +30.0% | +10.0% | +24.3% |
| 5Y | +12.4% | +46.8% | -34.5% | -5.7% |
| All | +77.3% | +342.0% | -264.8% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling